\(k\)-stationarity and wavelets.

DOI10.1016/S0378-3758(97)00138-9zbMath1067.60502OpenAlexW1972698562MaRDI QIDQ1299535

Bing Cheng, Howell Tong

Publication date: 23 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00138-9

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stationary stochastic processes (60G10)

Related Items (3)

A Functional Wavelet–Kernel Approach for Time Series Prediction ⋮ A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series ⋮ Semiparametric model building for regression models with time-varying parameters

Cites Work

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• A theory for multiresolution signal decomposition: the wavelet representation
• Orthonormal bases of compactly supported wavelets
• Wavelet analysis and synthesis of fractional Brownian motion
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)

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